Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 0.242293 0.261543 0.282279 0.306393 0.333817 0.364217 0.400722
2026-01-25 0.212315 0.236358 0.263545 0.296901 0.337200 0.384950 0.446806
2026-02-01 0.190369 0.216555 0.247209 0.286329 0.335813 0.397620 0.482878
2026-02-08 0.176325 0.204173 0.237724 0.282001 0.340310 0.416698 0.528496
2026-02-15 0.170165 0.200479 0.238051 0.289338 0.359752 0.456815 0.608541
2026-02-22 0.161392 0.192636 0.232206 0.287653 0.366340 0.479418 0.666362
2026-03-01 0.153285 0.184968 0.225831 0.284393 0.369938 0.497554 0.719800
2026-03-08 0.145168 0.176718 0.218013 0.278294 0.368503 0.507429 0.760698
2026-03-15 0.138611 0.170122 0.211939 0.274058 0.369203 0.520381 0.809031
2026-03-22 0.135692 0.168204 0.212086 0.278699 0.383756 0.557544 0.910463
2026-03-29 0.134985 0.169205 0.216281 0.289541 0.409106 0.616704 1.072226
2026-04-05 0.130395 0.164548 0.212076 0.287169 0.412359 0.636532 1.154346
2026-04-12 0.127658 0.162528 0.211803 0.291266 0.427656 0.682666 1.317496
2026-04-19 0.121593 0.155489 0.203756 0.282399 0.419406 0.681408 1.360579
2026-04-26 0.115705 0.148478 0.195430 0.272566 0.408574 0.673502 1.383929
2026-05-03 0.111730 0.144082 0.190831 0.268536 0.407921 0.686776 1.473216
2026-05-10 0.110745 0.143986 0.192714 0.275332 0.427972 0.748026 1.738314
2026-05-17 0.107811 0.140882 0.189797 0.273767 0.431850 0.773624 1.900377
2026-05-24 0.104725 0.137433 0.186177 0.270742 0.432540 0.791838 2.046627
2026-05-31 0.101225 0.133244 0.181218 0.265083 0.427434 0.795137 2.136732
2026-06-07 0.098303 0.129834 0.177360 0.261151 0.425511 0.806224 2.268552
2026-06-14 0.097324 0.129332 0.178108 0.265458 0.441071 0.865612 2.672441
2026-06-21 0.097561 0.130686 0.181892 0.275513 0.470079 0.969228 3.448318